An existing estimation distribution algorithm (EDA) with univariate marginal Gaussian model was improved by designing and incorporating an extreme elitism selection method. This selection method highlighted the effect of a few top best solutions in the evolution and advanced EDA to form a primary evolution direction and obtain a fast convergence rate. Simultaneously, this selection can also keep the population diversity to make EDA avoid premature convergence. Then the modified EDA was tested by means of benchmark low-dimensional and high-dimensional optimization problems to illustrate the gains in using this extreme elitism selection. Besides, no-free-lunch theorem was implemented in the analysis of the effect of this new selection on EDAs.
Keywords: Estimation distribution algorithm; Gaussian model; No-free-lunch theorem; Top best solutions.
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